01.11.2022 12:04
Risk parameters on Securities market
CCP NCC changes the following risk parameters on Securities market starting from November 02, 2022:
| № | Ticker | Current market risk rates, % | New market risk rates, % | ||||
|---|---|---|---|---|---|---|---|
| Level 1, S1_min | Level 2, S2_min | Level 3, S3_min | Level 1, S1_min | Level 2, S2_min | Level 3, S3_min | ||
| 1 | RU000A102L53 | 27% | 30% | 60% | 32% | 35% | 60% |
| 2 | RU000A0JXRM6 | 39% | 42% | 60% | 43% | 46% | 60% |
| 3 | RU000A0ZZV86 | 28% | 31% | 60% | 31% | 34% | 60% |
| 4 | RU000A102D46 | 35% | 38% | 60% | 38% | 41% | 60% |
| 5 | RU000A0ZZZ58 | 33% | 36% | 60% | 36% | 39% | 60% |
| 6 | RU000A100YY4 | 31% | 34% | 100% | 34% | 37% | 100% |
| 7 | RU000A0ZZCH9 | 30% | 37% | 100% | 32% | 35% | 100% |
| 8 | RU000A0ZZNW5 | 31% | 34% | 60% | 33% | 36% | 60% |
| 9 | RU000A1018T2 | 37% | 40% | 60% | 39% | 42% | 60% |
| 10 | RU000A102L87 | 35% | 38% | 60% | 37% | 40% | 60% |
| 11 | RU000A102K13 | 32% | 35% | 60% | 34% | 37% | 60% |